Bank participation in futures options markets (in contracts-not delta adjusted) [[electronic resource]] |
Pubbl/distr/stampa | [Washington, D.C.], : Commodity Futures Trading Commission |
Descrizione fisica | : HTML file |
Soggetto topico |
Commodity futures
Commodity options Banks and banking |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Periodico |
Lingua di pubblicazione | eng |
Altri titoli varianti | Bank participation in futures options markets |
Record Nr. | UNINA-9910695848003321 |
[Washington, D.C.], : Commodity Futures Trading Commission | ||
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Lo trovi qui: Univ. Federico II | ||
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Commodity option pricing : a practitioner's guide / / Iain J. Clark |
Autore | Clark Iain J |
Edizione | [1st edition] |
Pubbl/distr/stampa | Chichester, England : , : Wiley, , 2014 |
Descrizione fisica | 1 online resource (343 pages) : illustrations |
Disciplina | 332.63/28 |
Altri autori (Persone) | ClarkIain J |
Collana | Wiley finance series |
Soggetto topico |
Commodity options
Options (Finance) - Prices |
ISBN |
1-4443-6240-2
1-118-87178-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910208816403321 |
Clark Iain J
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Chichester, England : , : Wiley, , 2014 | ||
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Lo trovi qui: Univ. Federico II | ||
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Commodity option pricing : a practitioner's guide / / Iain J. Clark |
Autore | Clark Iain J |
Edizione | [1st edition] |
Pubbl/distr/stampa | Chichester, England : , : Wiley, , 2014 |
Descrizione fisica | 1 online resource (343 pages) : illustrations |
Disciplina | 332.63/28 |
Altri autori (Persone) | ClarkIain J |
Collana | Wiley finance series |
Soggetto topico |
Commodity options
Options (Finance) - Prices |
ISBN |
1-4443-6240-2
1-118-87178-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910821917403321 |
Clark Iain J
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Chichester, England : , : Wiley, , 2014 | ||
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Lo trovi qui: Univ. Federico II | ||
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Option strategies [[electronic resource] ] : profit-making techniques for stock, stock index, and commodity options / / Courtney D. Smith |
Autore | Smith Courtney |
Edizione | [3rd ed.] |
Pubbl/distr/stampa | Hoboken, N.J., : John Wiley, c2008 |
Descrizione fisica | 1 online resource (321 p.) |
Disciplina | 332.64/53 |
Collana | Wiley trading |
Soggetto topico |
Financial futures
Options (Finance) Commodity options |
Soggetto genere / forma | Electronic books. |
ISBN |
1-281-73287-7
9786611732875 0-470-37047-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Option Strategies: Profit-Making Techniques for Stock, Stock Index, and Commodity Options; Contents; Preface; Chapter 1: Introduction; DECISION STRUCTURES; SIMPLIFICATION OF OPTIONS CALCULATIONS; CARRYING CHARGES; OVERVIEW OF THE BOOK; Part I: Why and How Option Prices Move; Chapter 2: The Fundamentals of Options; WHAT IS AN OPTION?; DESCRIBING AN OPTION; LIQUIDATING AN OPTION; CHANGES IN OPTION SPECIFICATIONS; THE OPTION CHART; PRICE QUOTES; COMMISSIONS; ORDERS; Chapter 3: The Basics of Option Price Movements; THE COMPONENTS OF THE PRICE; THE FACTORS THAT INFLUENCE OPTIONS PRICES
KEY OPTIONS CALCULATIONSChapter 4: Advanced Option Price Movements; ADVANCED OPTION PRICE MOVEMENTS; OPTION PRICING MODELS; THE GREEKS; DESCRIBING AN OPTION STRATEGY; NEUTRAL STRATEGIES; NOT EQUIVALENTS; Chapter 5: Volatility; VOLATILITY AND THE OPTIONS TRADER; WHAT IS VOLATILITY?; BELL CURVES AND STANDARD DEVIATIONS; PROBABILITY DISTRIBUTION; LOGNORMAL DISTRIBUTION; THE REALITY OF PRICE DISTRIBUTIONS; RANDOM PRICES; HOW TO CALCULATE HISTORICAL VOLATILITY; PREDICTING IMPLIED VOLATILITY; Part II: Option Strategies; Chapter 6: Selecting a Strategy; OPTION CREATIVITY; TRADEOFFS CONSTRUCTING A STRATEGYBUILDING A STRATEGY; THE KEY IS HAVING AN APPROACH; NOW WHAT DO I DO?; USING THE TABLES; THE BOTTOM LINE; Chapter 7: Buy a Call; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 8: Buy a Put; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 9: Naked Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 10: Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT DECISION STRUCTUREWRITE AGAINST A CONVERTIBLE SECURITY; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 11: Ratio Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 12: Naked Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 13: Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT; DECISION STRUCTURE; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 14: Ratio Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY RISK/REWARDDECISION STRUCTURE; Chapter 15: Bull Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 16: Bear Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 17: Butterfly Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 18: Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 19: Ratio Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 20: Ratio Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 21: Straddles and Strangles; STRATEGY; RISK/REWARD; DECISION STRUCTURE Chapter 22: Synthetic Calls and Puts |
Record Nr. | UNINA-9910453369703321 |
Smith Courtney
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Hoboken, N.J., : John Wiley, c2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Option strategies [[electronic resource] ] : profit-making techniques for stock, stock index, and commodity options / / Courtney D. Smith |
Autore | Smith Courtney |
Edizione | [3rd ed.] |
Pubbl/distr/stampa | Hoboken, N.J., : John Wiley, c2008 |
Descrizione fisica | 1 online resource (321 p.) |
Disciplina | 332.64/53 |
Collana | Wiley trading |
Soggetto topico |
Financial futures
Options (Finance) Commodity options |
ISBN |
1-281-73287-7
9786611732875 0-470-37047-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Option Strategies: Profit-Making Techniques for Stock, Stock Index, and Commodity Options; Contents; Preface; Chapter 1: Introduction; DECISION STRUCTURES; SIMPLIFICATION OF OPTIONS CALCULATIONS; CARRYING CHARGES; OVERVIEW OF THE BOOK; Part I: Why and How Option Prices Move; Chapter 2: The Fundamentals of Options; WHAT IS AN OPTION?; DESCRIBING AN OPTION; LIQUIDATING AN OPTION; CHANGES IN OPTION SPECIFICATIONS; THE OPTION CHART; PRICE QUOTES; COMMISSIONS; ORDERS; Chapter 3: The Basics of Option Price Movements; THE COMPONENTS OF THE PRICE; THE FACTORS THAT INFLUENCE OPTIONS PRICES
KEY OPTIONS CALCULATIONSChapter 4: Advanced Option Price Movements; ADVANCED OPTION PRICE MOVEMENTS; OPTION PRICING MODELS; THE GREEKS; DESCRIBING AN OPTION STRATEGY; NEUTRAL STRATEGIES; NOT EQUIVALENTS; Chapter 5: Volatility; VOLATILITY AND THE OPTIONS TRADER; WHAT IS VOLATILITY?; BELL CURVES AND STANDARD DEVIATIONS; PROBABILITY DISTRIBUTION; LOGNORMAL DISTRIBUTION; THE REALITY OF PRICE DISTRIBUTIONS; RANDOM PRICES; HOW TO CALCULATE HISTORICAL VOLATILITY; PREDICTING IMPLIED VOLATILITY; Part II: Option Strategies; Chapter 6: Selecting a Strategy; OPTION CREATIVITY; TRADEOFFS CONSTRUCTING A STRATEGYBUILDING A STRATEGY; THE KEY IS HAVING AN APPROACH; NOW WHAT DO I DO?; USING THE TABLES; THE BOTTOM LINE; Chapter 7: Buy a Call; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 8: Buy a Put; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 9: Naked Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 10: Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT DECISION STRUCTUREWRITE AGAINST A CONVERTIBLE SECURITY; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 11: Ratio Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 12: Naked Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 13: Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT; DECISION STRUCTURE; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 14: Ratio Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY RISK/REWARDDECISION STRUCTURE; Chapter 15: Bull Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 16: Bear Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 17: Butterfly Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 18: Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 19: Ratio Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 20: Ratio Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 21: Straddles and Strangles; STRATEGY; RISK/REWARD; DECISION STRUCTURE Chapter 22: Synthetic Calls and Puts |
Record Nr. | UNINA-9910782398903321 |
Smith Courtney
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Hoboken, N.J., : John Wiley, c2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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